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On weak consistency in linear models with equi-correlated random errors |
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| Authors: | Xinwei Jia M Bhaskara Rao |
| Institution: | 1. Janssen Pharmaceutica Inc. , Titusville, NJ, USA , 08560, P.O. Box 200;2. North Dakota State University, Department of Statistics , Fargo, ND, USA , 58105;3. University of Cincinnati, Center for Genomic Information, Department of Environmental Health , Cincinnati, OH, USA , 45267 |
| Abstract: | A new estimator in linear models with equi-correlated random errors is postulated. Consistency properties of the proposed estimator and the ordinary least squares estimator are studied. It is shown that the new estimator has smaller variance than the usual least squares estimator under some mild conditions. In addition, it is observed that the new estimator tends to be weakly consistent in many cases where the usual least squares estimator is not. |
| Keywords: | Weak consistency Equi-correlated errors Least squares estimator Linear models |